+113.9%
SOXX vs TXN
+44.3%
+69.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.7% | +2.3% |
| 7D | +2.2% | -0.1% | +2.3% | +2.3% |
| 30D | -2.0% | -6.9% | +4.9% | +3.0% |
| 3M | -13.7% | -14.9% | +1.2% | -3.0% |
| 6M | +52.4% | +29.0% | +23.4% | +37.0% |
| YTD | +72.8% | +51.5% | +21.3% | +40.2% |
| 1Y | +113.9% | +41.6% | +72.3% | +78.1% |
| All | +113.9% | +44.3% | +69.6% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TXN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling